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Put-Call Parity

C − P = S − K/(1+r)^t (ignoring dividends)

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Put-Call Parity

C − P = S − K/(1+r)^t (ignoring dividends)

Definition

Put-call parity establishes the relationship between put and call options with the same strike and expiration. Formula: Call - Put = Stock - PV(K). Violations indicate arbitrage opportunities.

Related Topics

#options pricing #arbitrage #risk-neutral valuation #derivative relationships

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Category: Technical

Technical analysis focuses on price patterns, chart analysis, and mathematical indicators to predict future price movements.

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